The answer has already been given (so the macro forces a ; when called), but another use of this kind of statement that I have seen: it allows break to be called anywhere in the "loop", early terminating if needed. Essentially a "goto" that your fellow programmers wouldn't murder you for.
do {
int i = do_something();
if(i == 0) { break; } // Skips the remainder of the logic
do_something_else();
} while(0);
Note that this is still fairly confusing, so I don't encourage its use.
